On my iPad Pro can I share my screen while my student can see me and I can still see them at the same time?

Your iPad does not provide this native functionality - and is entirely reliant upon the App to provide feature support.

You’ll need to check/verify the available features provided by the respective video conferencing Apps. Your question, as it relates to functionality of third-party software, might be better directed to the App Developer - or the related Support Community for the service that you are using.

Depends which app you are using to screen share and talk.

Could you please provide further details to your question.